Korrelaation

Korrelaatio (korrelaation) is a statistical concept that describes the extent to which two variables move together. It summarizes the strength and direction of a linear relationship and is widely used across disciplines to understand how variables relate to one another.

The most common measure is the Pearson correlation coefficient, r. It is defined as the covariance of the two variables divided by the product of their standard deviations. r ranges from -1 to 1; values near 1 indicate a strong positive linear relationship, values near -1 indicate a strong negative linear relationship, and values near 0 indicate little or no linear association.

Other commonly used measures are Spearman's rho and Kendall's tau. These are rank-based and assess monotonic relationships, which makes them more robust to outliers and to non-normal distributions. They are useful when the relationship is not strictly linear or when data are not measured on interval scales.

Important caveats apply. Correlation does not imply causation, and a high or low correlation can be influenced by outliers, nonlinear relationships, or lurking confounding variables. A small correlation can occur even when the variables have a strong nonlinear relationship, while a spurious correlation can arise from coincidental patterns in the data.

In practice, correlation is estimated from sample data and often presented as part of a correlation matrix. Analysts may report confidence intervals and significance tests to assess whether the observed correlation is likely to reflect a true relationship in the population.